Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models
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DOI: 10.1007/s12197-010-9156-5
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References listed on IDEAS
- Mohammad R. Jahan‐Parvar & Hassan Mohammadi, 2009. "Oil prices and competitiveness: time series evidence from six oil‐producing countries," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 36(1), pages 98-118, January.
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Keywords
Asymmetry; Cointegration; Dutch Disease; Error Correction; Oil Prices; Real Exchange Rates; Threshold and Momentum Threshold Autoregressive Models; JEL Classification; C32; C52; F31; F37; F47;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
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